Data API

A collection of data endpoints.

Data endpoint url: https://api.orats.io/datav2/live

Examples shown use curl. Please use the latest version of curl in order for all the request examples to work.

You can also view the data by copying the Data API URL into your web browser.

WARNING

There is a 1000 request per minute limit for the data API.

Strikes

Retrieves live strikes data.

Retrieve

GET | https://api.orats.io/datav2/live/strikes

ARGUMENTS Definition Required/Optional
ticker the ticker to retrieve required

Example Request

curl "https://api.orats.io/datav2/live/strikes?token=your-secret-token&ticker=AAPL"

curl "https://api.orats.io/datav2/live/strikes.csv?token=your-secret-token&ticker=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2020-08-20",
            "expirDate": "2020-08-21",
            "dte": 2,
            "strike": 170,
            "stockPrice": 472.04,
            "callVolume": 1,
            "callOpenInterest": 25,
            "callBidSize": 5,
            "callAskSize": 1,
            "putVolume": 0,
            "putOpenInterest": 254,
            "putBidSize": 0,
            "putAskSize": 5,
            "callBidPrice": 300,
            "callValue": 302.0399999999998,
            "callAskPrice": 303.5,
            "putBidPrice": 0,
            "putValue": 0,
            "putAskPrice": 0.03,
            "callBidIv": 0,
            "callMidIv": 0,
            "callAskIv": 0,
            "smvVol": 0.479,
            "putBidIv": 0,
            "putMidIv": 0,
            "putAskIv": 0,
            "residualRate": 0.00940249928224725,
            "delta": 0.999999999999981,
            "gamma": -3.45532685567e-14,
            "theta": 4.158119917786468e-12,
            "vega": 0.00002000000300203773,
            "rho": 0,
            "phi": 0,
            "driftlessTheta": 4.158009178695611e-12,
            "callSmvVol": 0.4086910946991118,
            "putSmvVol": 0.4827136474142054,
            "extSmvVol": 0.5410404092566812,
            "extCallValue": 302.0399999999995,
            "extPutValue": 0,
            "spotPrice": 472.04,
            "quoteDate": "2020-08-20T19:14:00Z",
            "updatedAt": "2020-08-20T19:14:11Z"
        },
        .....
    ]
}

Strikes By Expiry

Retrieves live strikes data by expiration dates.

Retrieve

GET | https://api.orats.io/datav2/live/strikes/monthly

ARGUMENTS Definition Required/Optional
ticker the ticker to retrieve required
expiry comma delimited expiration dates required

Example Request

curl -L "https://api.orats.io/datav2/live/strikes/monthly?token=your-token&ticker=AAPL&expiry=2020-09-18,2022-01-21"

curl -L "https://api.orats.io/datav2/live/strikes/monthly.csv?token=your-token&ticker=AAPL&expiry=2020-09-18,2022-01-21"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2020-08-20",
            "expirDate": "2020-09-18",
            "dte": 30,
            "strike": 95,
            "stockPrice": 471.9,
            "callVolume": 0,
            "callOpenInterest": 3,
            "callBidSize": 70,
            "callAskSize": 70,
            "putVolume": 8,
            "putOpenInterest": 3170,
            "putBidSize": 2,
            "putAskSize": 2,
            "callBidPrice": 376.3,
            "callValue": 376.91933416213413,
            "callAskPrice": 377.6,
            "putBidPrice": 0.01,
            "putValue": 6.483702474751357e-16,
            "putAskPrice": 0.02,
            "callBidIv": 0,
            "callMidIv": 2.5598980161922977,
            "callAskIv": 2.5598980161922977,
            "smvVol": 0.922,
            "putBidIv": 1.7059932612982442,
            "putMidIv": 1.7508200922374524,
            "putAskIv": 1.7956469231766603,
            "residualRate": -0.0010591745886956022,
            "delta": 0.9999999999999919,
            "gamma": 2.232739118676697e-16,
            "theta": -0.0006659523251770838,
            "vega": 0.000019999992620531577,
            "rho": 0.07554074996584312,
            "phi": -0.3753786495508393,
            "driftlessTheta": -1.2732515167011868e-9,
            "callSmvVol": 0.7643409651482509,
            "putSmvVol": 0.9289882255704919,
            "extSmvVol": 0.5410193159589618,
            "extCallValue": 376.91933806158795,
            "extPutValue": 0,
            "spotPrice": 471.9,
            "quoteDate": "2020-08-20T19:19:13Z",
            "updatedAt": "2020-08-20T19:19:22Z"
        },
        .....
    ]
}

Strikes by Options

Retrieves live strikes data by list of single options.

Retrieve by GET Request

GET | https://api.orats.io/datav2/live/strikes/options

ARGUMENTS Definition Required/Optional
ticker comma delimited option symbols required

Example Request

curl -L "https://api.orats.io/datav2/live/strikes/options?token=your-token&ticker=AAPL2020-09-18C450,AAPL2020-09-18P400"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "optionSymbol": "AAPL2020-09-18C450",
            "tradeDate": "2020-08-20",
            "expirDate": "2020-09-18",
            "dte": 30,
            "strike": 450,
            "optionType": "Call",
            "stockPrice": 471.24,
            "volume": 3267,
            "openInterest": 29622,
            "bidSize": 20,
            "askSize": 18,
            "bidPrice": 30.7,
            "optValue": 30.720828646182476,
            "askPrice": 30.85,
            "bidIv": 0.3485437968365821,
            "midIv": 0.35009107863560485,
            "askIv": 0.35163836043462754,
            "smvVol": 0.349,
            "residualRate": -0.0017794560267430921,
            "delta": 0.7050725713329584,
            "gamma": 0.007703189235745094,
            "theta": -0.266424436707564,
            "vega": 0.4455760202603381,
            "rho": 0.24247143042221742,
            "phi": -0.266808971396415,
            "driftlessTheta": -0.2636852383109289,
            "optSmvVol": 0.34897350063840116,
            "extSmvVol": 0.3490937303032208,
            "extOptValue": 30.729506034490225,
            "spotPrice": 471.24,
            "quoteDate": "2020-08-20T19:23:04Z",
            "updatedAt": "2020-08-20T19:23:13Z"
        },
        .....
    ]
}

Expiration Dates

Retrieves Expiration dates by ticker

Retrieve by GET Request

GET | https://api.orats.io/datav2/live/expirations

ARGUMENTS Definition Required/Optional
ticker the ticker to retrieve required
include include list of strikes (true or false) optional

Example Request

curl -L "https://api.orats.io/datav2/live/expirations?token=your-token&ticker=AAPL"

Example Response

{
    "data": [
        "2020-08-21",
        "2020-08-28",
        "2020-09-04",
        "2020-09-11",
        "2020-09-18",
        "2020-09-25",
        "2020-10-02",
        "2020-10-16",
        "2020-11-20",
        "2020-12-18",
        "2021-01-15",
        "2021-03-19",
        "2021-04-16",
        "2021-06-18",
        "2021-09-17",
        "2022-01-21",
        "2022-06-17",
        "2022-09-16"
    ]
}

Example Request with strikes

curl -L "https://api.orats.io/datav2/live/expirations?token=your-token&ticker=AAPL&include=true"
{
    "data": [
        {
            "expiration": "2020-08-21",
            "strikes": [
                "170.0",
                "175.0",
                "180.0",
                .....
            ]
        },
        {
            "expiration": "2020-08-28",
            "strikes": [
                "190.0",
                "195.0",
                "200.0",
                .....
            ]
        },
        .....
    ]
}

Monies

Retrieves live monthly implied or forecast monies data.

Retrieve

GET | https://api.orats.io/datav2/live/monies/implied or https://api.orats.io/datav2/live/monies/forecast

ARGUMENTS Definition Required/Optional
ticker the ticker to retrieve required

Example Request

curl -L "https://api.orats.io/datav2/live/monies/implied?token=your-token&ticker=AAPL"

curl -L "https://api.orats.io/datav2/live/monies/implied.csv?token=your-token&ticker=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2020-08-20",
            "expirDate": "2020-08-21",
            "stockPrice": 471.8,
            "riskFreeRate": 0.001,
            "yieldRate": 0,
            "residualYieldRate": 0.00656417,
            "residualRateSlp": 0,
            "residualR2": 0.64216476,
            "confidence": 0.42420647,
            "mwVol": 0.00271022,
            "vol100": 0.498356,
            "vol95": 0.447024,
            "vol90": 0.395106,
            "vol85": 0.377851,
            "vol80": 0.333288,
            "vol75": 0.331718,
            "vol70": 0.313216,
            "vol65": 0.288153,
            "vol60": 0.287804,
            "vol55": 0.287625,
            "vol50": 0.287166,
            "vol45": 0.286974,
            "vol40": 0.30672,
            "vol35": 0.307104,
            "vol30": 0.307586,
            "vol25": 0.328885,
            "vol20": 0.350202,
            "vol15": 0.352869,
            "vol10": 0.37785,
            "vol5": 0.387944,
            "vol0": 0.412843,
            "typeFlag": 0,
            "atmiv": 0.296913,
            "slope": -0.1935094495,
            "deriv": 0.2209107821,
            "fit": 7.91e-8,
            "spotPrice": 471.8,
            "calVol": 0.330914,
            "unadjVol": 0.330914,
            "earnEffect": 0,
            "quoteDate": "2020-08-20T19:31:01Z",
            "updatedAt": "2020-08-20T19:31:05Z"
        },
        .....
    ]
}

SMV Summaries

Retrieves Live SMV Summary data.

Retrieve

GET | https://api.orats.io/datav2/live/summaries

ARGUMENTS Definition Required/Optional
ticker the ticker to retrieve optional

Example Request

curl -L "https://api.orats.io/datav2/live/summaries?token=your-token&ticker=AAPL"

curl -L "https://api.orats.io/datav2/live/summaries.csv?token=your-token&ticker=AAPL"

Example Response

{
    "data": [
        {
             "ticker": "AAPL",
            "tradeDate": "2020-08-20",
            "stockPrice": 471.51,
            "annActDiv": 0.8311862407905244,
            "annIdiv": 1.4663663960026643,
            "borrow30": -0.0014834512140101226,
            "borrow2y": 0.0030054488542523594,
            "confidence": 0.9797554013503482,
            "exErnIv10d": 0.3287171290664954,
            "exErnIv20d": 0.33691136127951243,
            "exErnIv30d": 0.3410016707386448,
            "exErnIv60d": 0.3506721567616783,
            "exErnIv90d": 0.3463865877276562,
            "exErnIv6m": 0.33846137343389915,
            "exErnIv1y": 0.3304813598545351,
            "ieeEarnEffect": 3.455381380388122,
            "impliedMove": 0.1000887527282292,
            "impliedNextDiv": 0.4596793777109908,
            "iv10d": 0.3287171290664954,
            "iv20d": 0.33691136127951243,
            "iv30d": 0.3410016707386448,
            "iv60d": 0.3531020773014003,
            "iv90d": 0.38130786872840666,
            "iv6m": 0.3673564778056683,
            "iv1y": 0.3665318617046922,
            "mwAdj30": 0.003998105296688083,
            "mwAdj2y": 0.004768084366471555,
            "nextDiv": 0.205,
            "rDrv30": 0.14807345449996237,
            "rDrv2y": 0.10663616714969645,
            "rSlp30": 0.05851220425785725,
            "rSlp2y": 1.2032656305570337,
            "rVol30": 0.3465387834621353,
            "rVol2y": 0.32400255972484254,
            "rip": 9.07512472859645,
            "riskFree30": 0.0012247438246137678,
            "riskFree2y": 0.0017590831816040404,
            "skewing": 0.47518014442303524,
            "contango": 0.0029645822666862737,
            "totalErrorConf": 0.00006460739651522705,
            "dlt5Iv10d": 0.4944765653493802,
            "dlt5Iv20d": 0.5148997836803292,
            "dlt5Iv30d": 0.4936220453948847,
            "dlt5Iv60d": 0.474249643372246,
            "dlt5Iv90d": 0.45139488639862524,
            "dlt5Iv6m": 0.3909122801894054,
            "dlt5Iv1y": 0.3883788825587148,
            "exErnDlt5Iv10d": 0.4944765653493802,
            "exErnDlt5Iv20d": 0.5148997836803292,
            "exErnDlt5Iv30d": 0.4936220453948847,
            "exErnDlt5Iv60d": 0.471819722832524,
            "exErnDlt5Iv90d": 0.41647360539787476,
            "exErnDlt5Iv6m": 0.3620171758176362,
            "exErnDlt5Iv1y": 0.35232838070855765,
            "dlt25Iv10d": 0.36434902855408735,
            "dlt25Iv20d": 0.3589092493429157,
            "dlt25Iv30d": 0.3517285176191797,
            "dlt25Iv60d": 0.3635148976125414,
            "dlt25Iv90d": 0.38640246861061694,
            "dlt25Iv6m": 0.3678711954985745,
            "dlt25Iv1y": 0.36397126871227214,
            "exErnDlt25Iv10d": 0.36434902855408735,
            "exErnDlt25Iv20d": 0.3589092493429157,
            "exErnDlt25Iv30d": 0.3517285176191797,
            "exErnDlt25Iv60d": 0.3610849770728194,
            "exErnDlt25Iv90d": 0.35148118760986646,
            "exErnDlt25Iv6m": 0.3389760911268053,
            "exErnDlt25Iv1y": 0.327920766862115,
            "dlt75Iv10d": 0.3464251251603087,
            "dlt75Iv20d": 0.35028954223512854,
            "dlt75Iv30d": 0.35485074255937354,
            "dlt75Iv60d": 0.3691415304954136,
            "dlt75Iv90d": 0.40061475680204683,
            "dlt75Iv6m": 0.39071049527689683,
            "dlt75Iv1y": 0.38845402008417934,
            "exErnDlt75Iv10d": 0.3464251251603087,
            "exErnDlt75Iv20d": 0.35028954223512854,
            "exErnDlt75Iv30d": 0.35485074255937354,
            "exErnDlt75Iv60d": 0.3667116099556916,
            "exErnDlt75Iv90d": 0.36569347580129635,
            "exErnDlt75Iv6m": 0.36181539090512765,
            "exErnDlt75Iv1y": 0.3524035182340222,
            "dlt95Iv10d": 0.5013781848572263,
            "dlt95Iv20d": 0.49541455846320304,
            "dlt95Iv30d": 0.5061318922183151,
            "dlt95Iv60d": 0.5128632909539379,
            "dlt95Iv90d": 0.5434893527929356,
            "dlt95Iv6m": 0.5265598519513455,
            "dlt95Iv1y": 0.505978628898496,
            "exErnDlt95Iv10d": 0.5013781848572263,
            "exErnDlt95Iv20d": 0.49541455846320304,
            "exErnDlt95Iv30d": 0.5061318922183151,
            "exErnDlt95Iv60d": 0.5104333704142159,
            "exErnDlt95Iv90d": 0.5085680717921852,
            "exErnDlt95Iv6m": 0.4976647475795763,
            "exErnDlt95Iv1y": 0.46992812704833886,
            "fwd30_20": 0.34903851882165243,
            "fwd60_30": 0.36480133571929396,
            "fwd90_30": 0.3999405785964037,
            "fwd90_60": 0.43223248174272055,
            "fwd180_90": 0.3528538972682223,
            "fexErn30_20": 0.34903851882165243,
            "fexErn60_30": 0.36008302321718394,
            "fexErn90_30": 0.34904789429695793,
            "fexErn90_60": 0.3376523084728632,
            "fexErn180_90": 0.33034608285238287,
            "ffwd30_20": 0.35930025127500903,
            "ffwd60_30": 0.3823850346041134,
            "ffwd90_30": 0.436913058217125,
            "ffwd90_60": 0.5085817041519953,
            "ffwd180_90": 0.33313272142529887,
            "ffexErn30_20": 0.35930025127500903,
            "ffexErn60_30": 0.3741581944519302,
            "ffexErn90_30": 0.3537940444917674,
            "ffexErn90_60": 0.3272625300008956,
            "ffexErn180_90": 0.3189512051431234,
            "fbfwd30_20": 1.0294,
            "fbfwd60_30": 1.0482007524729835,
            "fbfwd90_30": 1.092444932070851,
            "fbfwd90_60": 1.176639252333471,
            "fbfwd180_90": 0.9441095138934165,
            "fbfexErn30_20": 1.0294,
            "fbfexErn60_30": 1.0390886832403006,
            "fbfexErn90_30": 1.0135974182121024,
            "fbfexErn90_60": 0.969229357504,
            "fbfexErn180_90": 0.9655062423901926,
            "impliedEarningsMove": 0.06817382473105867,
            "quoteDate": "2020-08-20T19:32:23Z",
            "updatedAt": "2020-08-20T19:32:30Z"
        }
    ]
}